| 我国CPI波动的源泉及其走势预测——基于结构模型的实证研究 |
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| 引用本文： | 匡王番,史佳卉.我国CPI波动的源泉及其走势预测——基于结构模型的实证研究[J].当代经济管理,2011,33(1):46-49. |
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| 作者姓名： | 匡王番 史佳卉 |
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| 作者单位： | 匡王番,Kuang Wangfan(中国社会科学院研究生院投资经济系,北京,100102);史佳卉,Shi Jiahui(国家开发投资公司,北京,100034) |
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| 基金项目： | 国家开发投资公司国投研究中心2010年重点项目，国家社会科学基金重点项目 |
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| 摘 要： | 基于2000年1月至2009年12月的月度数据,采用结构模型实证分析了我国CPI波动的源泉,研究发现:我国CPI的波动是多种因素综合影响的结果,关键因素是货币因素、外部输入性成本推动因素,货币因素对CPI影响的时滞非常明显。同时,对我国CPI走势进行了预测,得出:如果仅从货币因素和外部输入性成本推动因素来看,我国面临高通胀威胁;但在统计意义上,房地产等资产领域的分流作用极大降低了通货膨胀的压力。文末,基于实证结果讨论了相应的政策启示。
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| 关 键 词： | CPI 结构模型 ARIMA模型 |
The Sources of China's CPI Fluctuations and Prediction of CPI's Tendency:An Empirical Study Based on Structural Model |
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| Kuang Wangfan,Shi Jiahui.The Sources of China's CPI Fluctuations and Prediction of CPI's Tendency:An Empirical Study Based on Structural Model[J].Contemporary Economic Management,2011,33(1):46-49. |
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| Authors: | Kuang Wangfan Shi Jiahui |
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| Institution: | Kuang Wangfan 1,Shi Jiahui 2(1.Graduate School,Chinese Academy of Social Sciences,Beijing 100102,China,2.State Development & Investment Corp.,Beijing 100034,China) |
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| Abstract: | This paper applies structural model to analyze the sources of China's CPI fluctuations based on monthly data from January of 2000 to December of 2009.The empirical results show that China's CPI is influenced by several factors comprehensively;the key factors include monetary factor and cost-push input externally;and the time lags of monetary factor on CPI are obvious.Furthermore,this paper forecasts the tendency of China's CPI.The empirical results show that China is confronted with the threat of serious in... |
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| Keywords: | CPI |
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